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Oil returns and volatility : the role of mergers and acquisitions

Bos, Martijn; Demirer, Rıza; Gupta, Rangan; Tiwari, … - In: Energy economics 71 (2018), pp. 62-69

Persistent link: https://www.econbiz.de/10011942945

Forecasting oil and stock returns with a Qual VAR using over 150 years off data

Gupta, Rangan; Wohar, Mark E. - In: Energy economics 62 (2017), pp. 181-186

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Oil price shocks and industry stock returns

Elyasiani, Elyas; Mansur, Iqbal; Odusami, Babatunde Olatunji - In: Energy economics 33 (2011) 5, pp. 966-974

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Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions

Ur Rehman, Mobeen; Xuan Vinh Vo; McIver, Ron; Kang, … - In: Energy economics 108 (2022), pp. 1-14

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Decomposed oil price shocks and GCC stock market sector returns and volatility

Al-Fayoumi, Nedal; Bouri, Elie; Abuzayed, Bana - In: Energy economics 126 (2023), pp. 1-33

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Connectedness between oil price shocks and US sector returns : evidence from TVP-VAR and wavelet decomposition

Sevillano, Maria-Caridad; Jareño, Francisco; López, Raquel - In: Energy economics 131 (2024), pp. 1-18

This paper examines the dynamic return and volatility connectedness between oil price shocks (demand, supply, and risk shocks) and US sector returns from October 2001 to January 2022. For this purpose, we combine the decomposition of the time series in time scales through the wavelet approach...

Persistent link: https://www.econbiz.de/10015046284